+1,210.3%
JPM vs NVMI
+1,976.9%
-766.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.4% | +6.9% | -7.4% | -1.3% |
| 30D | -1.4% | -2.8% | +1.4% | -1.2% |
| 3M | +13.9% | -27.3% | +41.3% | +17.6% |
| 6M | +23.5% | -13.7% | +37.2% | +24.2% |
| YTD | +11.6% | +13.8% | -2.2% | +8.1% |
| 1Y | +21.4% | +34.9% | -13.5% | +14.6% |
| 3Y | +163.4% | +213.5% | -50.1% | +118.5% |
| 5Y | +152.5% | +272.5% | -120.0% | +102.1% |
| 10Y | +592.1% | +3,142.4% | -2,550.3% | +328.0% |
| All | +1,210.3% | +1,976.9% | -766.6% | +489.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling